A daily-rebalanced, Nasdaq-focused strategy that leans into TQQQ (3x Nasdaq) when trend is up, but pulls back to cash-like assets IFF volatility signals (via UVXY RSI) indicate stress. It uses multiple EMA trend checks and RSI comparisons to decide when to stay long, dial back, or hedge.

- The strategy mainly invests in Nasdaq-related assets (QQQ and TQQQ) when the market looks to be in an uptrend. It checks several EMA crossovers on QQQ-related prices to judge trend strength. If short-term EMAs stay above longer-term EMAs across multiple window pairs, it tilts toward Nasdaq exposure, sometimes fully (100%). - It uses UVXY to gauge market volatility. A 10-day RSI of UVXY is calculated and compared against high thresholds (around 79–80). If UVXY looks extremely overbought (high RSI) against several benchmarks (VTV, VOX, XLK, QQQ, QQQE, XLE, etc.), the strategy reduces risk and can move to cash or cash-like assets (BIL, TMF equivalents). - The decision tree combines both trend and volatility signals. If trend signals are strong and volatility signals are not extreme, the model emphasizes Nasdaq leverage (TQQQ). If volatility signals are extreme, or if trend signals deteriorate, it reduces exposure toward cash-like assets or other hedges, potentially diversifying into other sectors (e.g., XLE or TECL) only in specific, predefined branches. - Rebalancing occurs daily, meaning the allocation is reset each day according to the latest signals. This makes the strategy responsive but also more sensitive to short-term noise and daily volatility. - The risk budget is expressed via weights (e.g., 100/100 or 15/100), determining how much capital is allocated to the chosen instrument in a given scenario. The overall goal is to capture upside in rising markets while using volatility and trend filters to avoid or limit losses in downturns. - In short: if momentum looks strong and volatility isn’t alarming, you gain Nasdaq exposure (often with TQQQ). If volatility is flashing danger or the trend falters, you move toward cash or safer bets to protect capital. It’s a highly active, signal-driven approach that favors aggressive participation in up markets with structured risk controls.

Out-of-sample edge: ~15.93% annualized return vs ~15.73% for the S&P; Nasdaq exposure can leverage trends when strong, with volatility filters to curb risk—a growth overlay that complements a core S&P 500 plan.